-61.5%
ADBE vs RMD
-22.9%
-38.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -8.9% | -4.7% | -4.2% | -7.3% |
| 30D | -6.6% | +0.2% | -6.9% | -6.7% |
| 3M | +7.1% | +12.0% | -4.9% | +2.9% |
| 6M | -9.8% | -12.5% | +2.8% | -5.9% |
| YTD | -27.2% | -7.9% | -19.2% | -25.8% |
| 1Y | -28.0% | -20.4% | -7.6% | -22.7% |
| 3Y | -54.5% | +53.1% | -107.6% | -64.8% |
| 5Y | -61.5% | -22.1% | -39.4% | -55.9% |
| All | -61.5% | -22.9% | -38.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling